E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 22-Jul-2016

Day Change Summary
	Previous	Current
	21-Jul-2016	22-Jul-2016	Change	Change %	Previous Week
Open	4,654.00	4,638.50	-15.50	-0.3%	4,580.00
High	4,662.25	4,664.50	2.25	0.0%	4,664.50
Low	4,626.75	4,628.50	1.75	0.0%	4,577.00
Close	4,638.25	4,657.25	19.00	0.4%	4,657.25
Range	35.50	36.00	0.50	1.4%	87.50
ATR	58.27	56.68	-1.59	-2.7%	0.00
Volume	181,960	152,974	-28,986	-15.9%	865,681

Daily Pivots for day following 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,758.00	4,743.75	4,677.00
R3	4,722.00	4,707.75	4,667.25
R2	4,686.00	4,686.00	4,663.75
R1	4,671.75	4,671.75	4,660.50	4,679.00
PP	4,650.00	4,650.00	4,650.00	4,653.75
S1	4,635.75	4,635.75	4,654.00	4,643.00
S2	4,614.00	4,614.00	4,650.75
S3	4,578.00	4,599.75	4,647.25
S4	4,542.00	4,563.75	4,637.50

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,895.50	4,863.75	4,705.50
R3	4,808.00	4,776.25	4,681.25
R2	4,720.50	4,720.50	4,673.25
R1	4,688.75	4,688.75	4,665.25	4,704.50
PP	4,633.00	4,633.00	4,633.00	4,640.75
S1	4,601.25	4,601.25	4,649.25	4,617.00
S2	4,545.50	4,545.50	4,641.25
S3	4,458.00	4,513.75	4,633.25
S4	4,370.50	4,426.25	4,609.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,664.50	4,577.00	87.50	1.9%	40.00	0.9%	92%	True	False	173,136
10	4,664.50	4,515.75	148.75	3.2%	42.50	0.9%	95%	True	False	179,181
20	4,664.50	4,167.75	496.75	10.7%	70.25	1.5%	99%	True	False	225,713
40	4,664.50	4,167.75	496.75	10.7%	57.25	1.2%	99%	True	False	177,148
60	4,664.50	4,167.75	496.75	10.7%	59.50	1.3%	99%	True	False	118,172
80	4,664.50	4,167.75	496.75	10.7%	58.75	1.3%	99%	True	False	88,651
100	4,664.50	4,167.75	496.75	10.7%	54.75	1.2%	99%	True	False	70,931
120	4,664.50	3,902.00	762.50	16.4%	51.25	1.1%	99%	True	False	59,110

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,817.50
2.618	4,758.75
1.618	4,722.75
1.000	4,700.50
0.618	4,686.75
HIGH	4,664.50
0.618	4,650.75
0.500	4,646.50
0.382	4,642.25
LOW	4,628.50
0.618	4,606.25
1.000	4,592.50
1.618	4,570.25
2.618	4,534.25
4.250	4,475.50

Fisher Pivots for day following 22-Jul-2016
Pivot	1 day	3 day
R1	4,653.75	4,648.50
PP	4,650.00	4,639.75
S1	4,646.50	4,631.00

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These figures are updated between 7pm and 10pm EST after a trading day.

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